-99.9%
DFNS vs POET
+90.5%
-190.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -4.1% |
| 7D | +4.6% | +9.7% | -5.1% | +3.3% |
| 30D | -73.9% | -6.5% | -67.3% | -73.4% |
| 3M | -71.7% | -25.7% | -46.0% | -70.4% |
| 6M | -94.6% | +19.6% | -114.2% | -94.9% |
| YTD | -98.1% | +26.4% | -124.5% | -98.2% |
| 1Y | -98.3% | +50.1% | -148.4% | -98.5% |
| 3Y | -99.9% | +127.9% | -227.8% | -99.9% |
| 5Y | -99.9% | -5.9% | -94.0% | -99.9% |
| All | -99.9% | +90.5% | -190.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling